|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu December 24, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
091224 |
1000.00 |
1009.00 |
997.00 |
999.50 |
-1.75 |
40,103 |
73,885 |
-7,100 |
| Mar10 |
091224 |
1008.50 |
1017.00 |
1005.25 |
1008.00 |
-1.00 |
34,831 |
195,195 |
+2,486 |
| May10 |
091224 |
1015.00 |
1025.50 |
1013.50 |
1014.50 |
-0.50 |
8,032 |
55,280 |
+113 |
| Jul10 |
091224 |
1019.00 |
1027.25 |
1016.00 |
1019.50 |
-0.25 |
11,069 |
54,382 |
+997 |
| Aug10 |
091224 |
1015.00 |
1016.50 |
1015.00 |
1015.25 |
-0.50 |
172 |
1,855 |
+108 |
| Sep10 |
091224 |
1001.00 |
1002.00 |
1000.50 |
1001.50 |
+1.00 |
267 |
1,115 |
+16 |
| Nov10 |
091224 |
985.25 |
995.00 |
985.25 |
989.25 |
+2.75 |
5,851 |
64,445 |
-534 |
| Total Volume and Open Interest |
100,591 |
453,802 |
-3,853 |
| Soybean Meal(CBOT) |
| Jan10 |
091224 |
303.90 |
305.00 |
300.00 |
301.40 |
-2.50 |
17,129 |
25,145 |
-3,255 |
| Mar10 |
091224 |
298.70 |
300.00 |
294.60 |
296.30 |
-2.50 |
15,826 |
66,795 |
+1,712 |
| May10 |
091224 |
295.00 |
296.50 |
292.00 |
293.70 |
-2.10 |
3,001 |
26,760 |
-82 |
| Jul10 |
091224 |
297.00 |
297.00 |
293.20 |
294.60 |
-1.80 |
2,200 |
20,879 |
+479 |
| Aug10 |
091224 |
294.70 |
295.60 |
285.00 |
293.90 |
-1.50 |
158 |
4,804 |
+5 |
| Sep10 |
091224 |
291.00 |
291.00 |
289.10 |
289.90 |
-1.50 |
881 |
5,658 |
+302 |
| Oct10 |
091224 |
283.40 |
284.10 |
283.40 |
283.40 |
-0.70 |
65 |
2,851 |
-3 |
| Dec10 |
091224 |
282.10 |
282.40 |
280.50 |
282.40 |
-0.70 |
1,093 |
12,366 |
+12 |
| Total Volume and Open Interest |
40,385 |
166,548 |
-823 |
| Soybean Oil(CBOT) |
| Jan10 |
091224 |
38.10 |
38.89 |
38.00 |
38.46 |
+0.38 |
23,462 |
38,568 |
-7,535 |
| Mar10 |
091224 |
38.49 |
39.30 |
38.35 |
38.86 |
+0.38 |
26,943 |
106,848 |
+2,241 |
| May10 |
091224 |
38.88 |
39.64 |
38.82 |
39.24 |
+0.38 |
3,605 |
28,163 |
+370 |
| Jul10 |
091224 |
39.31 |
39.80 |
39.31 |
39.61 |
+0.39 |
1,601 |
19,153 |
-69 |
| Aug10 |
091224 |
39.78 |
39.85 |
39.65 |
39.77 |
+0.38 |
151 |
2,314 |
+50 |
| Sep10 |
091224 |
39.89 |
39.98 |
39.55 |
39.91 |
+0.36 |
204 |
1,792 |
-36 |
| Oct10 |
091224 |
39.98 |
40.01 |
39.65 |
40.01 |
+0.36 |
58 |
1,501 |
+2 |
| Dec10 |
091224 |
40.36 |
40.40 |
40.14 |
40.31 |
+0.37 |
434 |
14,662 |
-40 |
| Total Volume and Open Interest |
56,458 |
213,098 |
-5,017 |
| Canola(WCE) |
| Jan10 |
091224 |
395.0 |
399.1 |
395.0 |
398.7 |
+2.8 |
2,277 |
3,081 |
-1,823 |
| Mar10 |
091224 |
401.1 |
403.9 |
399.5 |
403.6 |
+2.5 |
9,925 |
79,548 |
+2,663 |
| May10 |
091224 |
406.9 |
409.9 |
406.4 |
409.9 |
+2.7 |
264 |
5,769 |
+29 |
| Jul10 |
091224 |
414.7 |
415.2 |
410.0 |
415.2 |
+3.3 |
189 |
6,391 |
+60 |
| Nov10 |
091224 |
414.9 |
417.9 |
413.0 |
417.3 |
+3.3 |
213 |
5,431 |
+84 |
| Total Volume and Open Interest |
12,918 |
100,618 |
+1,042 |
| Corn(CBOT) |
| Mar10 |
091224 |
403.25 |
409.00 |
403.00 |
408.50 |
+3.75 |
47,989 |
479,243 |
-53 |
| May10 |
091224 |
413.50 |
419.25 |
413.50 |
418.75 |
+3.50 |
6,222 |
120,693 |
-236 |
| Jul10 |
091224 |
423.00 |
428.50 |
423.00 |
428.25 |
+3.25 |
5,552 |
105,720 |
+809 |
| Sep10 |
091224 |
429.25 |
434.25 |
429.00 |
434.00 |
+3.00 |
759 |
32,917 |
+328 |
| Dec10 |
091224 |
435.75 |
440.25 |
435.75 |
440.25 |
+3.00 |
4,553 |
193,384 |
+1,143 |
| Mar11 |
091224 |
445.00 |
449.75 |
445.00 |
449.75 |
+3.25 |
243 |
13,241 |
+97 |
| Total Volume and Open Interest |
65,646 |
965,705 |
+2,222 |
| Wheat(CBOT) |
| Mar10 |
091224 |
529.25 |
531.25 |
520.75 |
524.50 |
-4.50 |
14,599 |
184,349 |
-426 |
| May10 |
091224 |
542.50 |
544.50 |
534.25 |
538.00 |
-4.50 |
1,938 |
42,380 |
+562 |
| Jul10 |
091224 |
554.00 |
556.00 |
545.75 |
549.75 |
-4.25 |
3,849 |
63,855 |
+632 |
| Sep10 |
091224 |
563.00 |
568.50 |
560.00 |
564.25 |
-4.25 |
553 |
16,196 |
-90 |
| Dec10 |
091224 |
592.25 |
595.00 |
583.50 |
588.50 |
-4.25 |
1,527 |
48,359 |
+367 |
| Total Volume and Open Interest |
22,879 |
360,196 |
+1,167 |
| Wheat(KCBT) |
| Mar10 |
091224 |
523.00 |
525.00 |
515.25 |
521.50 |
-1.50 |
5,431 |
61,453 |
-375 |
| May10 |
091224 |
535.25 |
536.00 |
527.25 |
533.00 |
-2.00 |
490 |
12,822 |
+191 |
| Jul10 |
091224 |
547.50 |
547.50 |
539.50 |
545.00 |
-1.75 |
1,660 |
29,704 |
+618 |
| Sep10 |
091224 |
556.75 |
556.75 |
556.75 |
556.75 |
-2.00 |
68 |
3,187 |
-17 |
| Dec10 |
091224 |
578.00 |
578.00 |
570.00 |
575.50 |
-2.00 |
2,277 |
35,370 |
+141 |
| Total Volume and Open Interest |
9,932 |
143,410 |
+564 |
| Wheat(MGE) |
| Mar10 |
091224 |
534.25 |
535.25 |
527.00 |
531.50 |
-2.75 |
1,308 |
19,962 |
-95 |
| May10 |
091224 |
540.00 |
543.50 |
540.00 |
543.50 |
-2.25 |
342 |
5,442 |
-58 |
| Jul10 |
091224 |
553.75 |
555.25 |
552.50 |
555.25 |
-3.00 |
129 |
9,011 |
+46 |
| Sep10 |
091224 |
566.25 |
567.50 |
565.00 |
567.50 |
-3.25 |
72 |
3,296 |
+41 |
| Dec10 |
091224 |
583.50 |
585.75 |
582.75 |
585.75 |
-2.50 |
43 |
7,625 |
+1 |
| Total Volume and Open Interest |
1,898 |
45,714 |
-65 |
| Oats(CBOT) |
| Mar10 |
091224 |
258.50 |
260.00 |
257.75 |
260.00 |
+1.50 |
176 |
9,465 |
+12 |
| May10 |
091224 |
265.75 |
268.25 |
265.75 |
268.25 |
+1.50 |
0 |
895 |
+0 |
| Jul10 |
091224 |
273.25 |
276.75 |
273.25 |
276.75 |
+1.50 |
0 |
806 |
+0 |
| Sep10 |
091224 |
280.25 |
285.50 |
279.50 |
285.50 |
+1.50 |
2 |
354 |
+1 |
| Total Volume and Open Interest |
178 |
11,998 |
+13 |
| Rough Rice(CBOT) |
| Jan10 |
091224 |
14.80 |
14.89 |
14.60 |
14.68 |
-0.12 |
563 |
2,357 |
-246 |
| Mar10 |
091224 |
15.12 |
15.18 |
14.90 |
14.97 |
-0.11 |
2,113 |
11,738 |
+145 |
| May10 |
091224 |
15.20 |
15.25 |
15.18 |
15.19 |
-0.12 |
30 |
358 |
+18 |
| Jul10 |
091224 |
15.61 |
15.61 |
15.44 |
15.44 |
-0.10 |
513 |
551 |
-45 |
| Total Volume and Open Interest |
3,254 |
16,233 |
-112 |
| Live Cattle(CME) |
| Dec09 |
091224 |
83.350 |
83.400 |
82.800 |
83.080 |
-0.205 |
1,298 |
1,964 |
-525 |
| Feb10 |
091224 |
85.400 |
85.450 |
84.750 |
84.750 |
-0.635 |
11,357 |
133,875 |
+115 |
| Apr10 |
091224 |
88.700 |
88.850 |
88.050 |
88.080 |
-0.750 |
8,043 |
69,396 |
+1,331 |
| Jun10 |
091224 |
86.300 |
86.300 |
85.800 |
85.830 |
-0.470 |
4,471 |
37,070 |
+1,172 |
| Aug10 |
091224 |
86.250 |
86.250 |
85.800 |
85.800 |
-0.600 |
1,136 |
10,029 |
+118 |
| Oct10 |
091224 |
88.980 |
88.980 |
88.700 |
88.800 |
-0.350 |
604 |
6,981 |
+295 |
| Total Volume and Open Interest |
27,140 |
262,300 |
+2,675 |
| Feeder Cattle(CME) |
| Jan10 |
091224 |
95.500 |
95.500 |
94.550 |
94.635 |
-0.815 |
1,682 |
5,783 |
-274 |
| Mar10 |
091224 |
94.950 |
94.950 |
93.800 |
93.830 |
-1.350 |
2,160 |
15,252 |
+105 |
| Apr10 |
091224 |
96.400 |
96.400 |
95.250 |
95.350 |
-1.100 |
341 |
3,938 |
+20 |
| May10 |
091224 |
96.900 |
96.900 |
96.200 |
96.250 |
-0.950 |
145 |
3,661 |
+62 |
| Aug10 |
091224 |
98.850 |
98.850 |
98.500 |
98.500 |
-0.550 |
67 |
1,516 |
+14 |
| Sep10 |
091224 |
98.180 |
98.180 |
98.180 |
98.180 |
-0.070 |
5 |
19 |
+5 |
| Oct10 |
091224 |
97.930 |
97.930 |
97.930 |
97.930 |
-0.050 |
1 |
28 |
-1 |
| Total Volume and Open Interest |
4,401 |
30,198 |
-69 |
| Lean Hogs(CME) |
| Feb10 |
091224 |
65.700 |
65.930 |
63.700 |
63.800 |
-1.880 |
7,477 |
73,706 |
-547 |
| Apr10 |
091224 |
70.080 |
70.385 |
68.200 |
68.350 |
-1.785 |
3,163 |
47,155 |
+548 |
| May10 |
091224 |
75.000 |
75.000 |
73.600 |
74.600 |
-0.550 |
196 |
3,168 |
+55 |
| Jun10 |
091224 |
78.000 |
78.250 |
76.550 |
76.785 |
-1.295 |
1,250 |
25,603 |
+181 |
| Jul10 |
091224 |
77.080 |
77.100 |
75.635 |
75.635 |
-1.195 |
123 |
9,037 |
+30 |
| Aug10 |
091224 |
76.000 |
76.225 |
75.100 |
75.500 |
-0.885 |
325 |
6,715 |
+164 |
| Oct10 |
091224 |
67.000 |
67.200 |
66.800 |
66.800 |
-0.400 |
91 |
3,427 |
+36 |
| Dec10 |
091224 |
66.330 |
66.450 |
65.135 |
66.350 |
-0.350 |
63 |
2,003 |
+38 |
| Total Volume and Open Interest |
12,693 |
170,999 |
+508 |
| Pork Bellies(CME) |
| Feb10 |
091224 |
88.000 |
88.600 |
87.650 |
87.650 |
-0.250 |
15 |
302 |
-12 |
| Mar10 |
091224 |
86.900 |
87.500 |
86.900 |
86.900 |
-0.100 |
0 |
87 |
+0 |
| May10 |
091224 |
89.250 |
89.250 |
89.250 |
89.250 |
-0.750 |
0 |
116 |
+0 |
| Jul10 |
091224 |
89.700 |
89.700 |
89.700 |
89.700 |
unch |
0 |
20 |
+0 |
| Aug10 |
091224 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
15 |
540 |
-12 |
| Class III Milk(CME) |
| Dec09 |
091224 |
14.84 |
14.84 |
14.84 |
14.84 |
unch |
146 |
4,654 |
-139 |
| Jan10 |
091224 |
14.27 |
14.35 |
14.22 |
14.31 |
+0.04 |
494 |
3,933 |
-48 |
| Feb10 |
091224 |
14.19 |
14.24 |
14.08 |
14.23 |
+0.05 |
554 |
3,710 |
+51 |
| Mar10 |
091224 |
14.68 |
14.70 |
14.50 |
14.69 |
+0.09 |
339 |
2,722 |
+153 |
| Apr10 |
091224 |
14.93 |
14.93 |
14.70 |
14.80 |
+0.02 |
208 |
1,895 |
+117 |
| Total Volume and Open Interest |
2,329 |
26,251 |
+383 |
| Cocoa(ICE) |
| Mar10 |
091224 |
3277 |
3282 |
3268 |
3271 |
+20 |
2,760 |
71,554 |
-682 |
| May10 |
091224 |
3281 |
3301 |
3281 |
3292 |
+22 |
483 |
24,315 |
+96 |
| Jul10 |
091224 |
3295 |
3295 |
3290 |
3290 |
+20 |
40 |
8,649 |
+3 |
| Sep10 |
091224 |
3305 |
3305 |
3296 |
3296 |
+20 |
7 |
5,843 |
+0 |
| Dec10 |
091224 |
3283 |
3285 |
3277 |
3277 |
+18 |
36 |
4,730 |
+12 |
| Mar11 |
091224 |
3265 |
3265 |
3259 |
3259 |
+10 |
66 |
7,895 |
+34 |
| May11 |
091224 |
3268 |
3268 |
3268 |
3268 |
+8 |
0 |
4,221 |
+0 |
| Total Volume and Open Interest |
3,392 |
129,443 |
-537 |
| Coffee "C"(ICE) |
| Mar10 |
091224 |
143.25 |
143.55 |
139.10 |
139.30 |
-3.35 |
4,555 |
82,507 |
-495 |
| May10 |
091224 |
144.00 |
145.10 |
140.80 |
141.00 |
-3.40 |
633 |
25,230 |
-289 |
| Jul10 |
091224 |
144.65 |
144.65 |
142.15 |
142.35 |
-3.40 |
179 |
5,551 |
+17 |
| Sep10 |
091224 |
145.75 |
145.75 |
143.55 |
143.55 |
-3.45 |
264 |
6,418 |
-92 |
| Dec10 |
091224 |
145.35 |
145.35 |
145.35 |
145.35 |
-3.50 |
318 |
6,986 |
+52 |
| Mar11 |
091224 |
146.90 |
146.90 |
146.90 |
146.90 |
-3.45 |
48 |
2,118 |
+45 |
| Total Volume and Open Interest |
6,068 |
129,194 |
-833 |
| Orange Juice(ICE) |
| Jan10 |
091224 |
131.70 |
134.10 |
131.50 |
131.90 |
-0.35 |
226 |
1,881 |
-177 |
| Mar10 |
091224 |
135.20 |
137.40 |
134.55 |
135.30 |
-0.35 |
622 |
24,884 |
+91 |
| May10 |
091224 |
138.75 |
138.75 |
138.20 |
138.45 |
-0.30 |
11 |
5,098 |
+1 |
| Jul10 |
091224 |
140.65 |
140.65 |
140.65 |
140.65 |
-0.35 |
2 |
1,710 |
+1 |
| Sep10 |
091224 |
141.30 |
141.30 |
141.30 |
141.30 |
-0.30 |
0 |
596 |
+0 |
| Nov10 |
091224 |
142.20 |
142.20 |
142.20 |
142.20 |
unch |
141 |
208 |
+139 |
| Total Volume and Open Interest |
1,002 |
34,612 |
+55 |
| Sugar #11(ICE) |
| Mar10 |
091224 |
26.51 |
27.10 |
26.50 |
27.08 |
+0.58 |
25,338 |
343,434 |
-3,787 |
| May10 |
091224 |
24.93 |
25.31 |
24.93 |
25.22 |
+0.29 |
12,675 |
140,636 |
+31 |
| Jul10 |
091224 |
22.79 |
22.98 |
22.76 |
22.95 |
+0.18 |
7,983 |
132,525 |
+1,487 |
| Oct10 |
091224 |
21.71 |
21.83 |
21.68 |
21.83 |
+0.12 |
3,810 |
96,115 |
+698 |
| Mar11 |
091224 |
20.99 |
21.05 |
20.86 |
21.05 |
+0.14 |
1,274 |
51,479 |
+58 |
| Total Volume and Open Interest |
51,729 |
834,817 |
-1,316 |
| London Cocoa(LCE) |
| Mar10 |
091224 |
2233 |
2245 |
2233 |
2242 |
+11 |
2,032 |
59,977 |
+549 |
| May10 |
091224 |
2257 |
2261 |
2253 |
2261 |
+13 |
398 |
50,782 |
+174 |
| Jul10 |
091224 |
2235 |
2236 |
2228 |
2235 |
+7 |
285 |
22,537 |
-76 |
| Sep10 |
091224 |
2205 |
2211 |
2205 |
2207 |
+8 |
41 |
12,711 |
+16 |
| Dec10 |
091224 |
2179 |
2182 |
2176 |
2182 |
+11 |
32 |
9,051 |
+24 |
| Mar11 |
091224 |
2128 |
2139 |
2128 |
2139 |
+11 |
23 |
8,484 |
+19 |
| May11 |
091224 |
2128 |
2128 |
2128 |
2128 |
+6 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
2,811 |
164,728 |
+706 |
| London Sugar(LCE) |
| Mar10 |
091224 |
685.00 |
695.00 |
685.00 |
694.00 |
+9.60 |
2,770 |
36,559 |
+522 |
| May10 |
091224 |
672.50 |
678.00 |
672.20 |
678.00 |
+8.40 |
1,738 |
19,916 |
+482 |
| Aug10 |
091224 |
624.00 |
626.50 |
622.30 |
625.90 |
+4.20 |
712 |
11,925 |
-96 |
| Oct10 |
091224 |
571.80 |
575.00 |
571.80 |
574.50 |
+2.70 |
125 |
5,139 |
+54 |
| Dec10 |
091224 |
546.00 |
547.00 |
546.00 |
547.00 |
unch |
14 |
824 |
-2 |
| Total Volume and Open Interest |
5,359 |
74,674 |
+960 |
| Cotton(ICE) |
| Mar10 |
091224 |
73.90 |
74.03 |
73.42 |
73.65 |
-0.25 |
4,975 |
126,845 |
-768 |
| May10 |
091224 |
74.85 |
74.91 |
74.39 |
74.55 |
-0.26 |
956 |
20,388 |
+277 |
| Jul10 |
091224 |
75.39 |
75.70 |
75.12 |
75.32 |
-0.08 |
410 |
21,143 |
-30 |
| Oct10 |
091224 |
74.94 |
74.94 |
74.94 |
74.94 |
-0.07 |
26 |
154 |
+12 |
| Dec10 |
091224 |
74.94 |
75.20 |
74.74 |
74.95 |
+0.01 |
273 |
14,242 |
+105 |
| Mar11 |
091224 |
76.25 |
76.25 |
76.25 |
76.25 |
-0.29 |
1 |
271 |
-1 |
| Total Volume and Open Interest |
6,641 |
183,810 |
-405 |
| Lumber(CME) |
| Jan10 |
091224 |
210.2 |
210.7 |
208.6 |
209.0 |
-0.9 |
199 |
2,150 |
-31 |
| Mar10 |
091224 |
238.2 |
239.0 |
236.2 |
236.4 |
-1.9 |
232 |
5,009 |
+61 |
| May10 |
091224 |
255.0 |
255.0 |
253.0 |
253.0 |
-1.0 |
20 |
1,314 |
-3 |
| Jul10 |
091224 |
262.2 |
262.2 |
261.5 |
261.5 |
-0.5 |
5 |
224 |
+3 |
| Total Volume and Open Interest |
456 |
8,823 |
+30 |
| Crude Oil(NYM) |
| Feb10 |
091224 |
76.59 |
78.25 |
76.19 |
78.05 |
+1.38 |
205,585 |
278,881 |
+3,708 |
| Mar10 |
091224 |
77.18 |
78.84 |
76.78 |
78.66 |
+1.41 |
77,544 |
169,555 |
+1,436 |
| Apr10 |
091224 |
78.13 |
79.49 |
77.42 |
79.32 |
+1.46 |
29,579 |
48,037 |
+662 |
| May10 |
091224 |
78.57 |
79.98 |
78.03 |
79.86 |
+1.43 |
10,758 |
34,468 |
+548 |
| Jun10 |
091224 |
79.60 |
80.45 |
78.51 |
80.37 |
+1.40 |
24,185 |
107,476 |
+1,480 |
| Jul10 |
091224 |
80.14 |
80.93 |
79.07 |
80.93 |
+1.42 |
2,721 |
29,218 |
+180 |
| Aug10 |
091224 |
80.10 |
81.40 |
79.86 |
81.40 |
+1.43 |
1,439 |
15,524 |
+301 |
| Sep10 |
091224 |
81.10 |
81.85 |
80.30 |
81.85 |
+1.44 |
1,332 |
28,360 |
-193 |
| Oct10 |
091224 |
80.97 |
82.30 |
80.73 |
82.30 |
+1.46 |
1,541 |
14,875 |
-40 |
| Nov10 |
091224 |
81.44 |
82.77 |
81.20 |
82.77 |
+1.45 |
1,305 |
19,452 |
+350 |
| Dec10 |
091224 |
82.20 |
83.32 |
81.40 |
83.27 |
+1.43 |
17,861 |
142,444 |
+3,399 |
| Jan11 |
091224 |
83.63 |
83.63 |
83.63 |
83.63 |
+1.42 |
766 |
19,333 |
+191 |
| Feb11 |
091224 |
83.92 |
83.92 |
83.92 |
83.92 |
+1.40 |
1,507 |
8,969 |
+897 |
| Mar11 |
091224 |
84.26 |
84.26 |
84.26 |
84.26 |
+1.39 |
146 |
6,327 |
+3 |
| Apr11 |
091224 |
84.55 |
84.55 |
84.55 |
84.55 |
+1.33 |
53 |
9,113 |
+0 |
| May11 |
091224 |
84.81 |
84.81 |
84.81 |
84.81 |
+1.31 |
71 |
3,755 |
+8 |
| Total Volume and Open Interest |
384,835 |
1,173,581 |
+14,248 |
| e-miNY Crude Oil(NYM) |
| Dec09 |
091119 |
79.700 |
79.925 |
77.050 |
77.450 |
-2.125 |
8,718 |
3,560 |
-399 |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
091224 |
76.550 |
78.200 |
76.200 |
78.050 |
+1.375 |
9,029 |
5,018 |
+110 |
| Mar10 |
091224 |
77.250 |
78.825 |
76.850 |
78.650 |
+1.400 |
952 |
819 |
-236 |
| Apr10 |
091224 |
78.350 |
79.325 |
77.975 |
79.325 |
+1.475 |
117 |
183 |
+1 |
| May10 |
091224 |
79.850 |
79.850 |
79.850 |
79.850 |
+1.425 |
1 |
3 |
-1 |
| Jun10 |
091224 |
79.825 |
80.375 |
79.825 |
80.375 |
+1.400 |
2 |
12 |
-1 |
| Jul10 |
091224 |
80.925 |
80.925 |
80.925 |
80.925 |
+1.425 |
0 |
8 |
+0 |
| Aug10 |
091224 |
81.400 |
81.400 |
81.400 |
81.400 |
+1.425 |
0 |
3 |
+0 |
| Sep10 |
091224 |
81.850 |
81.850 |
81.850 |
81.850 |
+1.450 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
10,101 |
6,147 |
-127 |
| Heating Oil(NYM) |
| Jan10 |
091224 |
201.24 |
204.05 |
199.80 |
203.56 |
+2.38 |
28,327 |
24,554 |
-4,487 |
| Feb10 |
091224 |
203.42 |
206.10 |
201.88 |
205.62 |
+2.33 |
42,714 |
81,169 |
+7,552 |
| Mar10 |
091224 |
205.07 |
207.30 |
203.60 |
206.89 |
+2.25 |
13,348 |
49,538 |
+2,412 |
| Apr10 |
091224 |
205.97 |
207.72 |
204.52 |
207.36 |
+2.22 |
4,500 |
26,405 |
+466 |
| May10 |
091224 |
206.86 |
208.44 |
206.75 |
208.02 |
+2.19 |
3,306 |
17,602 |
+105 |
| Jun10 |
091224 |
207.70 |
208.78 |
206.10 |
208.78 |
+2.17 |
3,934 |
35,500 |
+91 |
| Jul10 |
091224 |
208.46 |
210.43 |
208.46 |
210.43 |
+2.23 |
667 |
10,087 |
+88 |
| Aug10 |
091224 |
210.37 |
212.23 |
210.21 |
212.23 |
+2.25 |
647 |
4,100 |
-98 |
| Sep10 |
091224 |
214.53 |
214.53 |
214.53 |
214.53 |
+2.25 |
451 |
7,810 |
+57 |
| Oct10 |
091224 |
217.00 |
217.00 |
217.00 |
217.00 |
+2.29 |
286 |
5,726 |
+74 |
| Nov10 |
091224 |
219.40 |
219.40 |
219.40 |
219.40 |
+2.32 |
346 |
6,316 |
-78 |
| Dec10 |
091224 |
220.68 |
221.83 |
219.28 |
221.83 |
+2.35 |
2,803 |
16,846 |
-1,884 |
| Total Volume and Open Interest |
101,712 |
311,552 |
+4,350 |
| Gasoline(NYMEX) |
| Jan10 |
091224 |
196.45 |
199.40 |
194.59 |
198.96 |
+2.30 |
17,311 |
23,467 |
-2,504 |
| Feb10 |
091224 |
198.68 |
201.35 |
196.78 |
201.06 |
+2.38 |
33,565 |
72,845 |
+5,307 |
| Mar10 |
091224 |
200.42 |
203.48 |
198.85 |
203.14 |
+2.49 |
11,263 |
42,990 |
-512 |
| Apr10 |
091224 |
211.73 |
213.93 |
210.41 |
213.93 |
+2.36 |
5,511 |
29,916 |
+808 |
| May10 |
091224 |
211.50 |
214.73 |
211.10 |
214.73 |
+2.36 |
2,113 |
11,987 |
+272 |
| Jun10 |
091224 |
213.90 |
215.67 |
212.98 |
215.37 |
+2.36 |
2,334 |
14,668 |
+115 |
| Jul10 |
091224 |
214.54 |
215.37 |
214.54 |
215.37 |
+2.27 |
409 |
5,926 |
+17 |
| Aug10 |
091224 |
215.67 |
215.67 |
215.67 |
215.67 |
+2.67 |
180 |
5,880 |
+2 |
| Sep10 |
091224 |
214.83 |
214.83 |
214.83 |
214.83 |
+2.45 |
200 |
5,656 |
+10 |
| Oct10 |
091224 |
203.59 |
205.18 |
203.59 |
205.18 |
+2.45 |
192 |
2,755 |
-21 |
| Total Volume and Open Interest |
73,689 |
237,394 |
+3,385 |
| e-miNY RBOB Gasoline(NYM) |
| Jan10 |
091224 |
199.00 |
199.00 |
198.96 |
199.00 |
+2.30 |
0 |
3 |
+0 |
| Feb10 |
091224 |
201.10 |
201.10 |
201.06 |
201.10 |
+2.40 |
|
|
|
| Mar10 |
091224 |
203.10 |
203.14 |
203.10 |
203.10 |
+2.40 |
|
|
|
| Apr10 |
091224 |
213.90 |
213.93 |
213.90 |
213.90 |
+2.30 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jan10 |
091224 |
5.844 |
5.926 |
5.600 |
5.643 |
-0.178 |
71,002 |
26,953 |
-8,650 |
| Feb10 |
091224 |
5.925 |
5.984 |
5.665 |
5.698 |
-0.186 |
40,146 |
112,936 |
+5,800 |
| Mar10 |
091224 |
5.895 |
5.940 |
5.652 |
5.686 |
-0.166 |
21,837 |
127,407 |
+3,142 |
| Apr10 |
091224 |
5.895 |
5.895 |
5.631 |
5.665 |
-0.146 |
14,002 |
75,932 |
+26 |
| May10 |
091224 |
5.880 |
5.900 |
5.674 |
5.698 |
-0.132 |
5,264 |
36,667 |
-12 |
| Jun10 |
091224 |
5.935 |
5.965 |
5.755 |
5.765 |
-0.113 |
2,388 |
23,056 |
-56 |
| Jul10 |
091224 |
6.000 |
6.014 |
5.825 |
5.845 |
-0.103 |
1,766 |
18,629 |
+522 |
| Aug10 |
091224 |
6.065 |
6.075 |
5.885 |
5.915 |
-0.096 |
2,623 |
28,237 |
+790 |
| Sep10 |
091224 |
6.095 |
6.095 |
5.920 |
5.945 |
-0.096 |
1,583 |
18,979 |
+219 |
| Oct10 |
091224 |
6.176 |
6.197 |
6.026 |
6.045 |
-0.101 |
7,364 |
43,034 |
+1,106 |
| Nov10 |
091224 |
6.470 |
6.470 |
6.354 |
6.360 |
-0.071 |
1,469 |
10,782 |
+169 |
| Dec10 |
091224 |
6.760 |
6.776 |
6.659 |
6.690 |
-0.051 |
3,725 |
21,931 |
+606 |
| Jan11 |
091224 |
6.995 |
6.995 |
6.883 |
6.910 |
-0.051 |
3,818 |
21,416 |
+822 |
| Feb11 |
091224 |
6.935 |
6.961 |
6.878 |
6.878 |
-0.043 |
292 |
7,701 |
+68 |
| Mar11 |
091224 |
6.744 |
6.768 |
6.678 |
6.685 |
-0.046 |
1,819 |
18,629 |
+609 |
| Apr11 |
091224 |
6.056 |
6.114 |
6.029 |
6.045 |
-0.041 |
1,100 |
15,334 |
+513 |
| Total Volume and Open Interest |
180,856 |
709,670 |
+5,856 |
| Brent Crude Oil(ICE) |
| Feb10 |
091224 |
75.53 |
76.50 |
74.71 |
76.31 |
+0.86 |
108,763 |
194,071 |
+926 |
| Mar10 |
091224 |
76.23 |
77.19 |
75.40 |
76.99 |
+0.84 |
46,892 |
129,106 |
+2,935 |
| Apr10 |
091224 |
77.59 |
77.87 |
76.16 |
77.70 |
+0.85 |
23,660 |
59,016 |
+5,704 |
| May10 |
091224 |
78.25 |
78.53 |
76.94 |
78.36 |
+0.87 |
9,324 |
29,086 |
+2,144 |
| Jun10 |
091224 |
78.88 |
79.15 |
77.48 |
78.98 |
+0.87 |
10,094 |
59,467 |
+1,143 |
| Jul10 |
091224 |
79.21 |
79.69 |
78.06 |
79.53 |
+0.88 |
2,829 |
17,168 |
+248 |
| Aug10 |
091224 |
79.93 |
80.22 |
78.59 |
80.07 |
+0.90 |
2,305 |
10,246 |
-218 |
| Sep10 |
091224 |
80.44 |
80.72 |
79.11 |
80.57 |
+0.88 |
2,431 |
7,784 |
+148 |
| Oct10 |
091224 |
80.99 |
81.24 |
79.65 |
81.09 |
+0.85 |
2,131 |
12,870 |
+78 |
| Nov10 |
091224 |
81.64 |
81.64 |
81.64 |
81.64 |
+0.85 |
1,927 |
10,307 |
+28 |
| Dec10 |
091224 |
82.11 |
82.27 |
80.66 |
82.19 |
+0.84 |
10,241 |
74,045 |
-685 |
| Jan11 |
091224 |
82.69 |
82.69 |
82.69 |
82.69 |
+0.85 |
336 |
8,861 |
-74 |
| Feb11 |
091224 |
83.16 |
83.16 |
83.16 |
83.16 |
+0.84 |
160 |
4,733 |
+22 |
| Mar11 |
091224 |
83.59 |
83.59 |
83.59 |
83.59 |
+0.80 |
121 |
4,528 |
+21 |
| Total Volume and Open Interest |
225,499 |
717,269 |
+13,390 |
| Gas Oil(ICE) |
| Jan10 |
091224 |
610.25 |
618.50 |
606.00 |
607.00 |
-4.00 |
33,025 |
102,114 |
-7,104 |
| Feb10 |
091224 |
617.00 |
625.75 |
612.25 |
613.50 |
-4.25 |
42,007 |
90,176 |
-3,480 |
| Mar10 |
091224 |
629.50 |
632.00 |
619.50 |
620.50 |
-4.00 |
13,844 |
49,377 |
+228 |
| Apr10 |
091224 |
636.00 |
637.00 |
627.00 |
627.00 |
-3.75 |
3,290 |
30,722 |
+144 |
| May10 |
091224 |
641.00 |
644.00 |
634.00 |
634.00 |
-3.75 |
2,900 |
24,616 |
+562 |
| Jun10 |
091224 |
648.00 |
650.75 |
640.75 |
640.75 |
-4.00 |
4,121 |
45,959 |
+105 |
| Jul10 |
091224 |
653.75 |
654.75 |
648.00 |
648.00 |
-4.00 |
872 |
16,794 |
-82 |
| Aug10 |
091224 |
663.25 |
663.75 |
655.00 |
655.00 |
-3.75 |
699 |
19,037 |
+66 |
| Sep10 |
091224 |
667.50 |
672.00 |
661.75 |
661.75 |
-3.50 |
596 |
19,217 |
+323 |
| Oct10 |
091224 |
673.50 |
674.00 |
667.50 |
667.50 |
-3.75 |
710 |
11,236 |
-11 |
| Total Volume and Open Interest |
109,007 |
533,786 |
-10,013 |
| Ethanol(CBOT) |
| Dec09 |
091203 |
2.135 |
2.135 |
2.130 |
2.130 |
unch |
8 |
263 |
-4 |
| Jan10 |
091224 |
1.865 |
1.880 |
1.860 |
1.879 |
+0.017 |
55 |
537 |
-9 |
| Feb10 |
091224 |
1.860 |
1.860 |
1.860 |
1.860 |
+0.010 |
288 |
1,037 |
+103 |
| Mar10 |
091224 |
1.845 |
1.849 |
1.845 |
1.849 |
+0.011 |
39 |
1,348 |
+22 |
| Apr10 |
091224 |
1.835 |
1.845 |
1.835 |
1.844 |
+0.010 |
65 |
1,011 |
+23 |
| May10 |
091224 |
1.835 |
1.835 |
1.834 |
1.834 |
+0.001 |
21 |
430 |
-3 |
| Jun10 |
091224 |
1.820 |
1.829 |
1.820 |
1.823 |
-0.004 |
15 |
370 |
+9 |
| Jul10 |
091224 |
1.817 |
1.829 |
1.817 |
1.823 |
+0.002 |
15 |
443 |
+10 |
| Total Volume and Open Interest |
529 |
7,599 |
+179 |
| US Dollar Index(ICE) |
| Mar10 |
091224 |
78.225 |
78.260 |
77.850 |
78.175 |
-0.055 |
14,986 |
56,413 |
+1,546 |
| Jun10 |
091224 |
78.600 |
78.600 |
78.515 |
78.515 |
-0.075 |
82 |
4,913 |
-11 |
| Sep10 |
091224 |
78.515 |
78.515 |
78.515 |
78.515 |
-0.075 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,068 |
61,327 |
+1,535 |
| Australian Dollar(CME) |
| Mar10 |
091224 |
87.17 |
87.89 |
87.15 |
87.70 |
+0.41 |
37,840 |
93,030 |
-973 |
| Jun10 |
091224 |
86.60 |
86.98 |
86.29 |
86.80 |
+0.41 |
27 |
178 |
+11 |
| Sep10 |
091224 |
85.90 |
85.90 |
85.48 |
85.90 |
+0.42 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
37,867 |
93,226 |
-962 |
| British Pound(CME) |
| Mar10 |
091224 |
159.51 |
160.16 |
159.19 |
159.38 |
-0.06 |
54,172 |
75,157 |
+1,563 |
| Jun10 |
091224 |
159.49 |
160.06 |
159.15 |
159.30 |
-0.06 |
74 |
430 |
+15 |
| Sep10 |
091224 |
159.22 |
159.60 |
159.22 |
159.22 |
-0.06 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
54,246 |
75,661 |
+1,578 |
| Canadian Dollar(CME) |
| Mar10 |
091224 |
95.36 |
95.74 |
95.16 |
95.28 |
-0.15 |
53,896 |
85,468 |
+8,358 |
| Jun10 |
091224 |
95.28 |
95.70 |
95.16 |
95.26 |
-0.16 |
98 |
1,188 |
-2 |
| Sep10 |
091224 |
95.67 |
95.67 |
95.18 |
95.24 |
-0.15 |
32 |
614 |
+5 |
| Dec10 |
091224 |
95.16 |
95.55 |
95.16 |
95.16 |
-0.15 |
0 |
457 |
+0 |
| Total Volume and Open Interest |
54,026 |
87,784 |
+8,361 |
| Japanese Yen(CME) |
| Mar10 |
091224 |
109.21 |
109.78 |
109.01 |
109.15 |
+0.05 |
41,813 |
92,765 |
+1 |
| Jun10 |
091224 |
109.37 |
109.81 |
109.11 |
109.24 |
+0.05 |
12 |
257 |
-1 |
| Sep10 |
091224 |
109.40 |
109.72 |
109.35 |
109.40 |
+0.05 |
0 |
180 |
+0 |
| Total Volume and Open Interest |
41,825 |
93,224 |
+0 |
| Swiss Franc(CME) |
| Mar10 |
091224 |
96.26 |
96.94 |
96.24 |
96.29 |
+0.02 |
34,164 |
32,158 |
-2,012 |
| Jun10 |
091224 |
96.37 |
96.98 |
96.35 |
96.37 |
+0.02 |
3 |
27 |
+1 |
| Sep10 |
091224 |
96.51 |
96.84 |
96.46 |
96.51 |
+0.05 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
34,169 |
32,189 |
-2,009 |
| EuroFX(CME) |
| Mar10 |
091224 |
143.30 |
144.16 |
143.27 |
143.53 |
+0.19 |
139,657 |
131,689 |
-1,228 |
| Jun10 |
091224 |
143.30 |
144.12 |
143.24 |
143.48 |
+0.19 |
108 |
1,054 |
+37 |
| Sep10 |
091224 |
143.40 |
143.71 |
143.19 |
143.40 |
+0.21 |
0 |
655 |
+0 |
| Total Volume and Open Interest |
139,765 |
133,409 |
-1,191 |
| Mexican Peso(CME) |
| Jan10 |
091224 |
774.8 |
774.8 |
772.0 |
774.8 |
+2.8 |
|
|
|
| Feb10 |
091224 |
773.2 |
773.2 |
770.5 |
773.2 |
+2.8 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
7,599 |
103,585 |
+54 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
091224 |
115~290 |
116~030 |
115~030 |
115~070 |
-0~230 |
106,431 |
668,723 |
-4,660 |
| Jun10 |
091224 |
114~160 |
114~160 |
113~250 |
113~250 |
-0~210 |
0 |
97 |
-55 |
| Sep10 |
091224 |
112~110 |
112~300 |
112~110 |
112~110 |
-0~190 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
106,431 |
668,821 |
-4,715 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
091224 |
116~025 |
116~080 |
115~210 |
115~230 |
-0~130 |
341,446 |
1,143,421 |
-24,184 |
| Jun10 |
091224 |
114~120 |
114~230 |
114~100 |
114~100 |
-0~130 |
0 |
28 |
-1 |
| Sep10 |
091224 |
112~290 |
113~100 |
112~290 |
112~290 |
-0~130 |
|
|
|
| Total Volume and Open Interest |
341,472 |
1,143,449 |
-24,185 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
091224 |
114~127 |
115~016 |
114~095 |
114~099 |
-0~034 |
198,766 |
792,593 |
-7,384 |
| Jun10 |
091224 |
113~083 |
113~117 |
113~083 |
113~083 |
-0~034 |
0 |
1 |
-1 |
| Sep10 |
091224 |
112~067 |
112~101 |
112~067 |
112~067 |
-0~034 |
|
|
|
| Total Volume and Open Interest |
205,527 |
806,240 |
-8,824 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
091224 |
108~058 |
108~064 |
108~043 |
108~044 |
-0~014 |
95,419 |
867,154 |
-1,913 |
| Jun10 |
091224 |
107~108 |
107~116 |
107~102 |
107~102 |
-0~014 |
0 |
7,960 |
+0 |
| Sep10 |
091224 |
107~032 |
107~046 |
107~032 |
107~032 |
-0~014 |
|
|
|
| Total Volume and Open Interest |
95,611 |
884,122 |
-1,915 |
| Eurodollars(CME) |
| Mar10 |
091224 |
99.645 |
99.650 |
99.625 |
99.635 |
-0.005 |
97,918 |
1,165,649 |
+10,386 |
| Jun10 |
091224 |
99.385 |
99.400 |
99.320 |
99.340 |
-0.045 |
92,240 |
878,297 |
-4,036 |
| Sep10 |
091224 |
99.030 |
99.045 |
98.930 |
98.955 |
-0.075 |
116,102 |
687,298 |
-10,087 |
| Dec10 |
091224 |
98.635 |
98.655 |
98.530 |
98.560 |
-0.080 |
132,681 |
770,192 |
-11,580 |
| Mar11 |
091224 |
98.255 |
98.270 |
98.160 |
98.180 |
-0.070 |
170,269 |
505,226 |
-16,346 |
| Jun11 |
091224 |
97.865 |
97.885 |
97.790 |
97.805 |
-0.060 |
129,660 |
537,857 |
-4,189 |
| Sep11 |
091224 |
97.505 |
97.530 |
97.445 |
97.460 |
-0.050 |
88,558 |
481,873 |
-4,042 |
| Dec11 |
091224 |
97.180 |
97.200 |
97.120 |
97.135 |
-0.045 |
76,631 |
305,667 |
-1,333 |
| Mar12 |
091224 |
96.880 |
96.905 |
96.830 |
96.840 |
-0.050 |
40,787 |
229,845 |
-2,771 |
| Jun12 |
091224 |
96.600 |
96.620 |
96.540 |
96.550 |
-0.055 |
32,112 |
192,724 |
-1,548 |
| Sep12 |
091224 |
96.340 |
96.365 |
96.295 |
96.295 |
-0.055 |
26,604 |
110,656 |
-797 |
| Dec12 |
091224 |
96.110 |
96.120 |
96.050 |
96.055 |
-0.055 |
19,113 |
98,499 |
-10 |
| Mar13 |
091224 |
95.935 |
95.950 |
95.875 |
95.875 |
-0.055 |
7,355 |
61,782 |
+913 |
| Jun13 |
091224 |
95.765 |
95.775 |
95.700 |
95.700 |
-0.060 |
5,258 |
58,204 |
-186 |
| Sep13 |
091224 |
95.610 |
95.615 |
95.535 |
95.535 |
-0.060 |
5,513 |
58,022 |
-693 |
| Dec13 |
091224 |
95.430 |
95.450 |
95.370 |
95.370 |
-0.060 |
3,867 |
37,521 |
-146 |
| Mar14 |
091224 |
95.280 |
95.320 |
95.240 |
95.245 |
-0.060 |
4,555 |
31,522 |
-291 |
| Jun14 |
091224 |
95.205 |
95.205 |
95.120 |
95.120 |
-0.065 |
3,199 |
27,684 |
+159 |
| Total Volume and Open Interest |
1,075,837 |
6,481,330 |
-38,093 |
| 30 Day Federal Funds(CBOT) |
| Dec09 |
091224 |
99.878 |
99.878 |
99.875 |
99.875 |
unch |
710 |
75,004 |
-1 |
| Jan10 |
091224 |
99.865 |
99.865 |
99.845 |
99.850 |
-0.010 |
2,724 |
63,028 |
-1,329 |
| Feb10 |
091224 |
99.840 |
99.845 |
99.830 |
99.835 |
unch |
5,324 |
89,684 |
+470 |
| Mar10 |
091224 |
99.820 |
99.820 |
99.805 |
99.810 |
unch |
1,869 |
56,755 |
-354 |
| Apr10 |
091224 |
99.800 |
99.805 |
99.785 |
99.790 |
-0.005 |
2,001 |
60,655 |
-552 |
| May10 |
091224 |
99.750 |
99.755 |
99.730 |
99.735 |
-0.015 |
4,754 |
55,144 |
+662 |
| Total Volume and Open Interest |
29,979 |
535,142 |
-1,914 |
| 30 Day Fed Funds(e-CBOT) |
| Dec09 |
090519 |
99.655 |
99.670 |
99.655 |
99.670 |
unch |
2,601 |
26,684 |
|
| Jan10 |
090519 |
99.600 |
99.615 |
99.595 |
99.615 |
unch |
2,329 |
25,494 |
|
| Feb10 |
090519 |
99.505 |
99.520 |
99.500 |
99.515 |
unch |
3,201 |
23,868 |
|
| Mar10 |
090519 |
99.440 |
99.455 |
99.435 |
99.450 |
unch |
400 |
6,491 |
|
| Apr10 |
090519 |
99.370 |
99.380 |
99.360 |
99.380 |
unch |
756 |
6,053 |
|
| May10 |
090519 |
99.255 |
99.260 |
99.240 |
99.250 |
unch |
230 |
7,105 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Mar10 |
091224 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
433 |
+0 |
| Jun10 |
091224 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
80 |
+0 |
| Sep10 |
091224 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
230 |
+0 |
| Dec10 |
091224 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
242 |
+0 |
| Mar11 |
091224 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
| Jun11 |
091224 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Sep11 |
091224 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Dec11 |
091224 |
99.365 |
99.365 |
99.365 |
99.365 |
unch |
|
|
|
| Mar12 |
091224 |
99.330 |
99.330 |
99.330 |
99.330 |
unch |
|
|
|
| Jun12 |
091224 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
985 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
091224 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
3,743 |
+0 |
| Jun10 |
091224 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,729 |
+0 |
| Sep10 |
091224 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,591 |
+0 |
| Dec10 |
091224 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,281 |
+0 |
| Mar11 |
091224 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
662 |
+0 |
| Jun11 |
091224 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
52 |
+0 |
| Sep11 |
091224 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
51 |
+0 |
| Dec11 |
091224 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
101 |
+0 |
| Total Volume and Open Interest |
0 |
10,581 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
091224 |
139.99 |
140.00 |
139.75 |
139.93 |
-0.08 |
2,143 |
18,640 |
-817 |
| Jun10 |
091224 |
139.93 |
139.93 |
139.93 |
139.93 |
-0.08 |
|
|
|
| Sep10 |
091224 |
139.93 |
139.93 |
139.93 |
139.93 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
2,143 |
18,640 |
-817 |
| Euro-Bund(EUREX) |
| Mar10 |
091223 |
122.13 |
122.34 |
121.68 |
121.89 |
-0.47 |
424,446 |
852,040 |
-15,738 |
| Jun10 |
091223 |
120.84 |
120.86 |
120.39 |
120.51 |
-0.49 |
218 |
54 |
+4 |
| Sep10 |
091223 |
120.09 |
120.09 |
120.09 |
120.09 |
-0.47 |
|
|
|
| Total Volume and Open Interest |
424,664 |
852,094 |
-15,734 |
| Euro-Bobl(EUREX) |
| Mar10 |
091223 |
116.48 |
116.62 |
116.20 |
116.34 |
-0.24 |
242,698 |
701,842 |
+9,106 |
| Jun10 |
091223 |
114.76 |
114.84 |
114.76 |
114.84 |
-0.24 |
3 |
5 |
-2 |
| Sep10 |
091223 |
114.64 |
114.64 |
114.64 |
114.64 |
-0.24 |
|
|
|
| Total Volume and Open Interest |
242,701 |
701,847 |
+9,104 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091214 |
99.285 |
99.290 |
99.285 |
99.285 |
unch |
135 |
8,689 |
-127 |
| Mar10 |
091223 |
99.225 |
99.240 |
99.225 |
99.235 |
+0.015 |
133 |
12,172 |
-11 |
| Jun10 |
091223 |
98.915 |
98.935 |
98.915 |
98.925 |
+0.005 |
12 |
7,464 |
-33 |
| Total Volume and Open Interest |
199 |
25,794 |
-58 |
| Long Gilt(LIFFE) |
| Dec09 |
091224 |
115~28 |
116~03 |
115~28 |
116~03 |
-0~02 |
983 |
7,321 |
-163 |
| Mar10 |
091224 |
114~11 |
114~18 |
114~08 |
114~17 |
-0~02 |
48,576 |
224,010 |
+3,568 |
| Total Volume and Open Interest |
49,559 |
231,331 |
+3,405 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
091224 |
99.31 |
99.32 |
99.29 |
99.31 |
unch |
33,298 |
359,676 |
-985 |
| Jun10 |
091224 |
99.02 |
99.02 |
98.99 |
99.01 |
-0.02 |
106,086 |
395,081 |
+12,994 |
| Sep10 |
091224 |
98.60 |
98.61 |
98.56 |
98.60 |
-0.01 |
65,255 |
303,144 |
-9,347 |
| Dec10 |
091224 |
98.08 |
98.11 |
98.05 |
98.10 |
-0.01 |
56,169 |
284,772 |
-9,691 |
| Mar11 |
091224 |
97.62 |
97.65 |
97.57 |
97.65 |
unch |
54,685 |
271,393 |
-11,936 |
| Jun11 |
091224 |
97.21 |
97.23 |
97.13 |
97.23 |
+0.01 |
60,808 |
170,689 |
+11,176 |
| Total Volume and Open Interest |
446,907 |
2,170,632 |
-13,997 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
091224 |
99.235 |
99.240 |
99.225 |
99.230 |
-0.005 |
139,339 |
753,759 |
+14,951 |
| Jun10 |
091224 |
98.920 |
98.930 |
98.900 |
98.910 |
-0.015 |
87,710 |
758,624 |
+13,753 |
| Sep10 |
091224 |
98.610 |
98.615 |
98.570 |
98.580 |
-0.030 |
69,632 |
587,298 |
+3,901 |
| Total Volume and Open Interest |
501,805 |
3,556,372 |
+46,185 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
091224 |
95.60 |
95.63 |
95.58 |
95.63 |
+0.02 |
4,797 |
275,334 |
-3,153 |
| Jun10 |
091224 |
95.26 |
95.31 |
95.25 |
95.27 |
unch |
1,669 |
163,330 |
-35 |
| Sep10 |
091224 |
95.04 |
95.07 |
94.99 |
95.01 |
unch |
1,384 |
89,488 |
-682 |
| Dec10 |
091224 |
94.84 |
94.84 |
94.78 |
94.80 |
unch |
233 |
74,030 |
-7 |
| Mar11 |
091224 |
94.64 |
94.64 |
94.58 |
94.58 |
unch |
116 |
27,790 |
+68 |
| Jun11 |
091224 |
94.47 |
94.47 |
94.40 |
94.40 |
-0.01 |
220 |
22,563 |
+99 |
| Sep11 |
091224 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.01 |
5 |
16,759 |
-45 |
| Dec11 |
091224 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.02 |
5 |
7,937 |
+5 |
| Mar12 |
091224 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.02 |
0 |
3,005 |
+0 |
| Jun12 |
091224 |
94.05 |
94.05 |
94.05 |
94.05 |
-0.02 |
100 |
1,186 |
+0 |
| Total Volume and Open Interest |
8,629 |
682,307 |
-3,650 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
091224 |
94.34 |
94.40 |
94.29 |
94.31 |
-0.03 |
6,788 |
296,583 |
-1,955 |
| Jun10 |
091224 |
94.31 |
94.31 |
94.31 |
94.31 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
6,788 |
296,583 |
-1,955 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
091224 |
94.99 |
95.07 |
94.97 |
95.01 |
+0.03 |
16,767 |
387,216 |
+7,174 |
| Jun10 |
091224 |
95.01 |
95.01 |
95.01 |
95.01 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
16,767 |
387,216 |
+7,174 |
| Gold(CMX) |
| Dec09 |
091224 |
1092.0 |
1105.3 |
1092.0 |
1104.1 |
+10.8 |
168 |
597 |
-230 |
| Feb10 |
091224 |
1088.6 |
1106.9 |
1088.3 |
1104.8 |
+10.8 |
99,747 |
326,556 |
+775 |
| Apr10 |
091224 |
1093.0 |
1108.0 |
1093.0 |
1106.1 |
+10.9 |
3,934 |
46,826 |
-1,136 |
| Jun10 |
091224 |
1093.2 |
1108.7 |
1093.2 |
1107.3 |
+11.0 |
1,354 |
33,352 |
+785 |
| Aug10 |
091224 |
1101.1 |
1108.5 |
1101.1 |
1108.5 |
+11.1 |
2,351 |
14,904 |
+1,763 |
| Oct10 |
091224 |
1110.5 |
1110.5 |
1105.5 |
1110.2 |
+11.3 |
264 |
4,201 |
+116 |
| Dec10 |
091224 |
1099.5 |
1114.2 |
1099.5 |
1112.2 |
+11.4 |
873 |
24,067 |
+31 |
| Feb11 |
091224 |
1110.7 |
1114.9 |
1110.7 |
1114.9 |
+11.6 |
776 |
4,323 |
+718 |
| Apr11 |
091224 |
1115.4 |
1117.8 |
1115.4 |
1117.8 |
+11.7 |
51 |
3,666 |
+50 |
| Jun11 |
091224 |
465.8 |
465.8 |
465.8 |
465.8 |
+11.8 |
681 |
8,030 |
+409 |
| Aug11 |
091224 |
1125.1 |
1125.1 |
1125.1 |
1125.1 |
+11.9 |
0 |
867 |
+0 |
| Oct11 |
091224 |
1129.4 |
1129.4 |
1129.4 |
1129.4 |
+12.0 |
19 |
604 |
+0 |
| Total Volume and Open Interest |
111,739 |
502,619 |
+3,386 |
| Silver(CMX) |
| Dec09 |
091224 |
1732.0 |
1746.5 |
1732.0 |
1742.3 |
+24.8 |
12 |
72 |
-37 |
| Mar10 |
091224 |
1716.0 |
1754.5 |
1714.5 |
1744.0 |
+25.0 |
16,188 |
76,933 |
-419 |
| May10 |
091224 |
1724.0 |
1755.0 |
1723.5 |
1746.3 |
+25.1 |
874 |
13,093 |
+273 |
| Jul10 |
091224 |
1728.0 |
1751.0 |
1728.0 |
1748.3 |
+25.3 |
31 |
8,451 |
+26 |
| Sep10 |
091224 |
1725.5 |
1750.4 |
1725.5 |
1750.4 |
+25.6 |
1 |
2,684 |
+1 |
| Dec10 |
091224 |
1742.0 |
1756.5 |
1740.0 |
1753.7 |
+25.9 |
219 |
9,619 |
+43 |
| Mar11 |
091224 |
1757.6 |
1757.6 |
1757.6 |
1757.6 |
+26.2 |
0 |
577 |
+0 |
| Total Volume and Open Interest |
17,585 |
122,298 |
+4 |
| Platinum(NYMEX) |
| Jan10 |
091224 |
1423.5 |
1471.4 |
1421.0 |
1467.9 |
+41.1 |
4,133 |
6,110 |
-2,745 |
| Apr10 |
091224 |
1429.9 |
1477.0 |
1427.4 |
1474.0 |
+41.1 |
4,055 |
25,871 |
+2,562 |
| Jul10 |
091224 |
1477.4 |
1477.5 |
1477.1 |
1477.5 |
+41.4 |
204 |
493 |
+195 |
| Oct10 |
091224 |
1480.6 |
1480.6 |
1480.6 |
1480.6 |
+41.4 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
8,392 |
32,490 |
+12 |
| Palladium(NYMEX) |
| Dec09 |
091224 |
377.00 |
387.65 |
376.00 |
387.65 |
+32.25 |
0 |
12 |
-5 |
| Mar10 |
091224 |
359.50 |
389.75 |
359.45 |
389.65 |
+32.30 |
1,111 |
21,986 |
-137 |
| Jun10 |
091224 |
365.50 |
390.35 |
365.50 |
390.35 |
+31.90 |
10 |
208 |
+2 |
| Total Volume and Open Interest |
1,121 |
22,211 |
-140 |
| Copper(CMX) |
| Dec09 |
091224 |
318.35 |
328.15 |
318.35 |
327.10 |
+8.65 |
447 |
919 |
+35 |
| Mar10 |
091224 |
320.25 |
330.40 |
319.20 |
329.25 |
+8.90 |
17,226 |
110,166 |
+3,072 |
| May10 |
091224 |
325.00 |
331.00 |
322.95 |
330.65 |
+8.85 |
879 |
19,195 |
+206 |
| Jul10 |
091224 |
331.05 |
331.70 |
331.05 |
331.70 |
+8.95 |
382 |
6,852 |
+85 |
| Sep10 |
091224 |
332.00 |
332.20 |
332.00 |
332.20 |
+8.90 |
341 |
4,309 |
+234 |
| Total Volume and Open Interest |
19,863 |
149,577 |
+3,940 |
| DJIA Index(CBOT) |
| Mar10 |
091224 |
10411 |
10470 |
10409 |
10466 |
+62 |
354 |
8,237 |
+121 |
| Jun10 |
091224 |
10404 |
10404 |
10344 |
10404 |
+60 |
0 |
11 |
+0 |
| Sep10 |
091224 |
10346 |
10346 |
10284 |
10346 |
+62 |
|
|
|
| Dec10 |
091224 |
10296 |
10296 |
10234 |
10296 |
+62 |
|
|
|
| Total Volume and Open Interest |
354 |
8,248 |
+121 |
| S & P 500(CME) |
| Mar10 |
091224 |
1114.80 |
1122.50 |
1114.80 |
1122.00 |
+6.40 |
11,268 |
317,019 |
-338 |
| Jun10 |
091224 |
1115.50 |
1118.00 |
1115.00 |
1117.30 |
+6.30 |
0 |
2,131 |
+0 |
| Sep10 |
091224 |
1112.90 |
1113.60 |
1110.60 |
1112.90 |
+6.30 |
0 |
35 |
+0 |
| Dec10 |
091224 |
1109.40 |
1110.10 |
1107.10 |
1109.40 |
+6.30 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
11,268 |
319,192 |
-338 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
091224 |
1115.25 |
1122.50 |
1114.75 |
1122.00 |
+6.50 |
727,761 |
2,376,350 |
+1,686 |
| Jun10 |
091224 |
1110.75 |
1117.25 |
1110.75 |
1117.25 |
+6.25 |
352 |
759 |
+31 |
| Total Volume and Open Interest |
728,113 |
2,377,186 |
+1,717 |
| NASDAQ 100(CME) |
| Mar10 |
091224 |
1851.80 |
1870.00 |
1850.80 |
1868.00 |
+15.70 |
1,202 |
9,839 |
+49 |
| Jun10 |
091224 |
1866.00 |
1866.30 |
1866.00 |
1866.00 |
+15.70 |
0 |
10 |
+0 |
| Sep10 |
091224 |
1865.00 |
1865.30 |
1865.00 |
1865.00 |
+15.70 |
|
|
|
| Total Volume and Open Interest |
1,202 |
9,849 |
+49 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
091224 |
1851.80 |
1869.50 |
1850.80 |
1868.00 |
+15.70 |
135,399 |
279,446 |
+5,126 |
| Jun10 |
091224 |
1854.50 |
1867.00 |
1851.30 |
1866.00 |
+15.70 |
12 |
634 |
+2 |
| Total Volume and Open Interest |
135,411 |
280,082 |
+5,128 |
| S & P Midcap 400(CME) |
| Mar10 |
091224 |
736.50 |
738.50 |
735.75 |
738.10 |
+4.50 |
7 |
1,509 |
-5 |
| Jun10 |
091224 |
736.10 |
736.10 |
736.10 |
736.10 |
+4.50 |
|
|
|
| Sep10 |
091224 |
734.10 |
734.10 |
734.10 |
734.10 |
+4.50 |
|
|
|
| Total Volume and Open Interest |
7 |
1,509 |
-5 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
091224 |
10505 |
10595 |
10505 |
10575 |
+65 |
2,787 |
24,670 |
+295 |
| Jun10 |
091224 |
10575 |
10575 |
10560 |
10575 |
+65 |
|
|
|
| Total Volume and Open Interest |
2,787 |
24,670 |
+295 |
| Nikkei 225(SGX) |
| Mar10 |
091224 |
10450 |
10560 |
10410 |
10525 |
+170 |
71,998 |
154,157 |
-4,105 |
| Jun10 |
091224 |
10470 |
10470 |
10470 |
10470 |
+170 |
0 |
1,319 |
+0 |
| Sep10 |
091224 |
10470 |
10470 |
10470 |
10470 |
+165 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
72,034 |
162,824 |
-2,197 |
| CAC 40(EURONEXT) |
| Jan10 |
091224 |
3926.5 |
3928.5 |
3913.5 |
3914.0 |
unch |
54,523 |
331,446 |
-5,238 |
| Feb10 |
091224 |
3914.5 |
3914.5 |
3914.5 |
3914.5 |
-0.5 |
13 |
171 |
+5 |
| Mar10 |
091224 |
3927.0 |
3927.0 |
3915.0 |
3915.5 |
+1.0 |
1,804 |
49,963 |
+1,376 |
| Total Volume and Open Interest |
56,370 |
383,430 |
-3,847 |
| Hang Seng Index(HKFE) |
| Dec09 |
091224 |
21311 |
21628 |
21311 |
21540 |
+266 |
80,454 |
59,937 |
-8,587 |
| Jan10 |
091224 |
21315 |
21608 |
21314 |
21527 |
+267 |
31,452 |
36,537 |
+6,909 |
| Total Volume and Open Interest |
112,315 |
98,267 |
-1,647 |
| DAX(EUREX) |
| Dec09 |
091218 |
5856.0 |
5901.0 |
5844.5 |
5883.5 |
+27.0 |
170,256 |
112,043 |
-27,770 |
| Mar10 |
091223 |
5995.0 |
5998.5 |
5942.0 |
5958.0 |
-2.0 |
103,181 |
139,332 |
+1,527 |
| Jun10 |
091223 |
5999.0 |
6002.5 |
5953.0 |
5968.0 |
-2.0 |
449 |
8,073 |
+35 |
| Total Volume and Open Interest |
103,630 |
147,405 |
+1,562 |
| FT-SE 100(EURONEXT) |
| Mar10 |
091224 |
5333.00 |
5363.50 |
5329.00 |
5353.50 |
+38.50 |
45,769 |
623,655 |
+1,052 |
| Jun10 |
091224 |
5304.50 |
5304.50 |
5304.50 |
5304.50 |
+38.50 |
4 |
2,229 |
+0 |
| Sep10 |
091224 |
5270.00 |
5270.00 |
5270.00 |
5270.00 |
+38.50 |
0 |
429 |
+0 |
| Total Volume and Open Interest |
45,773 |
626,313 |
+1,052 |
| SPI 200(SFE) |
| Dec09 |
091217 |
4654.0 |
4693.0 |
4644.0 |
4688.0 |
+34.0 |
14,825 |
91,334 |
-59,078 |
| Mar10 |
091224 |
4748.0 |
4814.0 |
4738.0 |
4814.0 |
+74.0 |
12,847 |
184,671 |
-133 |
| Jun10 |
091224 |
4804.0 |
4836.0 |
4804.0 |
4836.0 |
+77.0 |
4 |
1,493 |
+4 |
| Total Volume and Open Interest |
12,851 |
187,986 |
-129 |
| GSCI(CME) |
| Jan10 |
091224 |
511.75 |
516.00 |
511.75 |
514.50 |
+1.50 |
424 |
17,727 |
+6 |
| Feb10 |
091224 |
518.00 |
519.00 |
515.50 |
518.00 |
+2.00 |
16 |
12 |
+12 |
| Mar10 |
091224 |
523.00 |
525.00 |
520.50 |
523.00 |
+2.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
442 |
17,739 |
+18 |
| Reuters CCI(ICE) |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
unch |
0 |
11 |
|
| Total Volume and Open Interest |
|
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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|